From the conversation I had with the air-gun dealers in Dubai on my last visit,
a foreign worker cannot legally own a firearm nor ammo. Even UAE nationals have first to approach their local council of elders for permission and then that request is fowarded to the police by the council.
Firearms/ammunition are not sold at any dealership in the UAE.
You can however own as many airguns/air pistols as you want,as they are legal.

Technically speaking, in GCC countries, if you can get a No Objection Certificate from the Ministry of Defence, you can get a gun permit. They, however, are very restrictive in giving these to foreign citizens amd citizens of countries like India etc can definitely forget it unless they have a sponsor who is powerful enough and willing to push against the tide to get them a permit.